Tuesday, March 12, 2013

Week 10: Dynamic linear modelsThis week, we give a brief introduction to an important class of MARSS models: dynamic linear models. These are multivariate linear regression models where the regression parameters (slope and intercepts) are treated as a AR process and thus are allowed to time evolve. We also review some of the diagnostics for MARSS models fits.

Lab 10 In the lab, you'll go through an simple example of a univariate dynamic linear model with time-varying slope and intercept.
Lecture 10 You can find the pdf of lecture on the class webpage along with the link to watch a recording of the lecture.